-99.9%
DFNS vs OKTA
-19.8%
-80.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -16.0% | +2.6% | -18.6% | -16.1% |
| 30D | -77.7% | +16.0% | -93.7% | -78.0% |
| 3M | -77.2% | +38.2% | -115.3% | -77.9% |
| 6M | -95.2% | +137.8% | -233.0% | -95.6% |
| YTD | -98.0% | +97.3% | -195.3% | -98.1% |
| 1Y | -98.3% | +90.1% | -188.4% | -98.4% |
| 3Y | -99.9% | +98.0% | -197.9% | -99.9% |
| 5Y | -99.9% | -36.9% | -62.9% | -99.9% |
| All | -99.9% | -19.8% | -80.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OKTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling